Russian Ruble Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.12% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9080 | 4.05 | |
| 0.1029 | 9.49 | |
| 0.8730 | 74.71 | |
| -0.1255 | -1.31 | |
| 0.2639 | 1.85 | |
| -0.1735 | -2.54 | |
| -0.0440 | -1.09 | |
| 0.2002 | 5.19 | |
| -0.2134 | -4.62 | |
| 0.1216 | 2.04 | |
| 0.0040 | 0.06 | |
| -0.1054 | -1.64 |
Estimation Period:
Jan 1, 2000 to Feb 13, 2026
Jan 1, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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